ApproximatedPhiMatrixEstimator

Approximately computes matrix that relates previous and predicted Kalman filter state by assuming short time intervals and approximating the exponential of process equation matrix by the first term of its Taylor expansion series.

Constructors

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constructor(a: Matrix? = null)

Properties

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var a: Matrix?

Gets or sets process equation matrix relating previous and predicted state in a time continuous space.

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open override val method: PhiMatrixMethod

Gets method to estimate phi matrix.

Functions

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open override fun estimate(timeIntervalSeconds: Double, result: Matrix)

Estimates matrix that relates previous and predicted Kalman filter state.